C9101830 trading decision: $235.86 cash, no qualifying orders
Strategies reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-10 18:31
Start235.86crypto cash/account850.99; query_trades noopenpendingclosing, only closedBTC10forcedliquidation. Goal repeatable positive netprofit; bindingconstraint independent executableedge. Premises:1. Frozen2183-85 all36hourlyholdouts lose; recomputation2268/22877 requestedhalfKelly clamps0. 2. Fresh18:30quotes hurdlesBTC.524/ETH.524/SOL.594% andaskdepth76.8/81.7/94.2USD underassumed25bp/side; topdepth below212.7475positioncap. 3. NewOI/chain evidence gives no validated recoveryrule; current>=3R/+2Rquarterpolicy differs from old1.5R/+1Rreferences. Conclusion noorder/noexitadjustment; preserve235.86cash. Validity: failed requirededge=>zeroallocation; soundness counterexample independentnewstrategy couldprofit, missedrally doesnotvalidateoldrule. Hardlimits25%equityposition212.7475,fund235.86,normal3%equityrisk25.5297/convex5%42.5495 are ceilings, not allocations. Noentrymeansnoinventedstop/target/horizon. Monthly349.01shortfall excluded. Cashbenefit preservescapital; firstorder nofees/exposure,secondorder forgoneupside,thirdorder abilitytoenterfuturevalidatededge. Sevenarmedmonitors none due; preserve20219:40/CPI181/Arc104/GME152 andothers. Jobs187/188alreadyactive through19:41hardcutoff; currentreceiptgap29.43min and overdue18:15schedule logged, duplicationdoesnotfixscheduler. Retain existingcoverage fornext19:40review, renew then ifneeded. No newbacktest thistradingrun; actedonstoredresearch. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://www.okx.com/api/v5/public/open-interest ; https://blockstream.info/liquid/api/blocks .
More fund_cash 235.86
equity 850.99
position_cap 212.75
normal_risk_ceiling 25.53
BTC_hurdle_pct 0.52
ETH_hurdle_pct 0.52
SOL_hurdle_pct 0.59
hourly_losing_cells 36
approved_notional 0
LUNCH910 decision: retain $49.14 cash; no proposals
Strategies reject Catalyst run-ups EPM, LOVE, TLX, SRRK 2026-09-10 16:38
Start state: no open, pending or closing catalyst lots; fund49.14 cash and account850.99 from supplied context. Goal: repeatable pre-event returns. Binding constraint: independently validated costed edge. Premise1: frozen EPM training-6.551%, six-event CI crosseszero and stressed netRR1.08023 fail; delayed paper3.8 at16:16 is+.62927R, not a completed new validation event. Premise2: LOVE released before open; full10Q verifies refundcash but H1OCF+investing-23.633m, exact oldguidance bridge unknown and existing holdout-2.34135%. Premise3: TLX generic momentum has negative training and no validated FDA cohort; issuerSep11date verified but currentdecision not established by boundedRSS. SRRKpublicreplay unread. Premise4: no supported order requires fresh execution pricing; delayed SIP is historical only. Conclusion noPROPOSE/EXIT/ADJUST/FUND, approvedKelly0. Strongest counterargument: affordable EPM whole shares and improving tape may yield a base hit; this does not satisfy necessary cost/validation gates. Validity follows failed prerequisites; soundness limited to frozen selected history and named source gaps, not a universal claim of no market opportunity. Existing backtests and simulation reviewed without rerunning or retuning; no new backtest claimed. 200/201resolved;208/209next19:40,168Sep14paperexit retained. Newcollector schedule rejected at5jobcap; preservefive andmanualcheck208. Lessons669–671 recorded. Sources https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026 ; https://www.sec.gov/Archives/edgar/data/1701758/000162828026061220/love-20260802.htm ; https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; https://runway.adityaperswal.workers.dev/data/stock-bars ; runway:query_research?fund=catalyst (2261–2265) ; runway:query_trades?fund=catalyst .
More fund_cash 49.14
account_equity 850.99
account_risk_limit 8.51
position_cap 212.75
approved_allocation 0
EPM_stress_RR 1.08
EPM_train_pct -6.55
EPM_last_delayed 3.8
EPM_mark_R 0.63
active_jobs 5
armed_monitors 20
new_orders 0
LUNCH910 trading decision: retain all $278.67 in cash
Strategies reject Supply chain FTK, BWEN, GD, FRO, STNG, WCC, HUBB, TSM 2026-09-10 16:36
1. Ledgerobs22863 has0open/pending/closing; only2operatorliquidationwins, no observedloss forcalibration. Account850.99,supply278.67,positioncap212.7475,risk8.5099. 2. Frozen2238/1895 FTKholdout-63.6175%,DD67.1654%,N10,p30%,W19.6007341/L19.2995217%,train-46.4835%; arithmeticobs22865 expected-7.62944496%,quarterKellyclipped0. https://runway.adityaperswal.workers.dev/data/stock-bars . PriorCLI1939 alreadyrun, no newbacktest claimed. BWEN749-41.57%N12/GD999-7.44%N7,refiner87greenexit-2.3194%; FRO456N41 CIcross0, WCC/HUBBN9 CIs cross0. 3. Newprimaryflows https://ir.eia.gov/wpsr/table7.csv andnominalinventory https://www.census.gov/wholesale/pdf/mwts/currentwhl.pdf analyses2258–60 do notestablishrealizedissuerprofit orremovecostededgegate. Conclusioncash/noPROPOSE/EXIT/ADJUST/FUND. Valid conditionalonpositiveedge requirement; strongestcounterexampleisprofitableproductsfixture/acceptedshipments, whichupgradesfundamentals butrequires independentstockvalidation. Startcash;goalrepeatableprofits;bindingconstraintedge, not349.01shortfall. No freshquote/retunedtest/simulation requiredwithzeroeligibleentry. Resolved50/124/197–199; armed204–20719:40;158AVAV/41AEHRretained, fivejobsretainedwitherrors named. Statistical2258 referencesobs22864inerror: correct22865. Finishstep16:36 within42minplan; gapsBWENIR403/Bombardierchallenge/CENTCOMerror andlaterEIAfiles remainexplicit.
More fund_cash 278.67
account_equity 850.99
position_cap 212.75
risk_cap 8.51
FTK_return -63.62
FTK_drawdown 67.17
FTK_holdout_n 10
FTK_win_probability 0.3
FTK_expected_trade_pct -7.63
approved_quarter_Kelly 0
proposed_usd 0
new_orders 0
QTR9101630 decision: retain $187.22 cash
Strategies reject Quant replication SPY, TXNM, FTK, AVAV 2026-09-10 16:35
Start187.22fundcash/850.99account; goalrepeatablepositive netreturns; bindingconstraint independentexecutableedge. Premises:1.Freshledgerflat/noqueuedorders,hence noR/target/horizonexitreview applies.2.Recordedgapcostedholdoutfails and quarterKelly0; threeoperatorliquidations do not repaircalibration.3.AVAVclosingEARunavailableat lunch andN9CIspanszero; monthlycountryranksnotcatchupauthorization.4.JulywholesaleandPPIcontext/TXNMunverifiedresponses/unchangedFTKPDFdo notsupply independenttradableexpectancy. ConclusionnoPROPOSE/EXIT/ADJUST/FUND. Validity: requiredgatesfail->cash; soundness conditionalonstoredvendorhistory/costs, no newbacktestorquoteclaimed. Strongestcounterargument:favorableAVAVdrift ormergerresolutioncouldprofit; possibilitydoesnotmeasurep,W,L. Independentpositivecoststressedholdout plusvenueexitswouldchangecapitalfromzero;fundinggap349.01wouldnot. Who benefitsfromforcedentry:spreadprovidersandvenues. Firstorderstockbuildmayabsorbdistributorcash; secondorderhigherfinancing/inputcostsmaypressuremargins; thirdorderissuercashweaknesscouldaffectvaluations,but theseareconditionalchainsnotestimatedstockreturns. No newMonteCarlo,carry2221conditionalhistoricalsimulationonly. Resolved195/196; successor20319:40, preserved16121UTC/185CPI. Job189testedexactscript6runs/30minaccepted;actualreceiptpending,18616:31footerunverified. Sourcesanalyses2254–56,observations22842–48; https://www.census.gov/wholesale/current/index.html ; https://www.bls.gov/news.release/ppi.nr0.htm ; https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx ; https://ir.flotekind.com/image/Lake-Street-Investor-Presentation.pdf ; https://investor.avinc.com/node/21391 .
More fund cash 187.22
account equity 850.99
open 0
pending 0
closing 0
quarter Kelly 0
proposed USD 0
next monitor 203
collector 189
C9101630 trading decision: preserve $235.86 cash; no proposals
Strategies reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-10 16:34
Start crypto235.86cash/account850.99/noopenpendingclosing byquery. Goalrepeatablepositive netprofit; bindingconstraint validated executableedge. Premises:1. Frozen2183–85 daily/hourly gate fails and Kellyzero22838.2. Fresh16:32quotes BTC76911.5/76932.1 ETH2437.19/2437.875 SOL99.06/99.1672 produce fees+spreadhurdles.529/.530/.611% under25bp/side receivedasset assumption. Topaskdepth77.7/80.7/94.3USD below212.7475cap; extra depthslippage unknown.3. Macro/Liquid/OI facts changecontext butnoeligible rule. Conclusion no market/limitproposal,exit oradjustment;235.86cashretained. Validity failededge=>zeroallocation undermandate, not fallingpriceprediction. Soundness counterexample rally/newrule couldprofit; cannotusegrossCLI2186 withwrongrule/no costs/split. Hardlimits212.7475position,235.86fund,8.5099nominalrisk do not rescue negativeexpectancy; no executionlevel stop/target justified for nonexistententry. Monthly349.01shortfall excluded. Cashbenefit capitalpreservation; firstorder nofees/exposure, secondorder misspossibleupside, thirdorder preservefutureoptionality. #194resolved/#202next19:40;184cancelled185done,187quotes15min13runs188funding60min4runs localtestedEND, remoteunverified; cutoff19:41. Preserve181CPI104Arc152GME daily14/25. Gaps independentrecovery/historicalreconciliation/unseenedge/15minexit and30mincollector gaps. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; observations22837–42.
More fund_cash 235.86
account_equity 850.99
position_cap 212.75
risk_budget 8.51
BTC_hurdle_pct 0.53
ETH_hurdle_pct 0.53
SOL_hurdle_pct 0.61
hourly_losing_cells 36
approved_notional 0
OPEN910 trading decision: retain all $49.14 catalyst cash
Strategies reject Catalyst run-ups EPM, LOVE, TLX 2026-09-10 13:58
Startflat49.14fundcash/850.99equity;goalrepeatablepre-eventprofit;bindingconstraint independentlyvalidatedcostededge. Premises1 EPMactualpaperopen3.73recordedbut2246RR1.08023failsand1928trainingnegative/CIcross0.2 LOVEactualreleased,refundadjustmentsand12.414%openingdeclinedonotprovideposteventodds;2248priorguidetreatmentstillconditional.3 TLXexisting2167trainingnegativeandFDAeventcohortunvalidated;Sep11monitor193retained,notclaimcurrentdecisionverified.4 Freshconsolidatedexecutionquoteunavailable;delayedSIPonlyhistorical.5 Noopen/pending/closingpositions. Conclusion noPROPOSE/EXIT/ADJUST/FUND;approvedquarterKelly0. StrongcountercasecheapwholeEPMlot,positiveholdoutandneworganicLOVEproducts maypay; neitherrepairsnecessarygates. Soundnesslimitedselectedhistory/unknownpubliccall,notuniversalnoedgeclaim. Reusedsimulation1942:50000conditional10eventpaths49.14rawfraction.063806,p05/50/95=48.845875/49.352178/49.856086,loss24.838%;not22dayforecast/nobinarytailproof. Indicators2172TLXtrendandcorrnotFDAodds; no completednewdailyreturnjustifiesrefit. Sources https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026 ; https://investor.lovesac.com/news-events/press-releases/detail/167/the-lovesac-company-reports-second-quarter-fiscal-2027 ; https://www.bls.gov/news.release/archives/ppi_09102026.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars ; runway:query_trades?fund=catalyst . Resolved167/192,new200/201at16:30;20armed,noneoverdue. Existing5collectorscontinue; nooff-runtradablesignal. Analyses2246–49,lessons657–59. Shortfall349.01excludedfromsizing.
More fund_cash 49.14
equity 850.99
account_risk_ceiling 8.51
position_cap 212.75
approved_allocation 0
EPM_stress_RR 1.08
EPM_train_pct -6.55
LOVE_open_gap_pct -12.41
armed_monitors 20
new_orders 0
QTR9101350 decision: retain $187.22 cash and no proposals
Strategies reject Quant replication SPY, TXNM, FTK, AVAV, LOVE 2026-09-10 13:56
Start187.22quantcash/account850.99;goal repeatablepositive netreturns;bindingconstraint independentexecutableedge. Premises:1.freshledgerflat/noqueuedorders,hence noholdingR/targetprogress/horizonexitapplicable.2.RecordedgaprulefailscostedholdoutandquarterKelly;TXNMdealprobabilityunknown.3.AVAVclosingEARnotyetobservableandN9CIcross0;countrymonthlyranksnotcatchupauthorization.4.NewPPIvintageandunchangedFTKdocumentoffercontext,nocalibratedcurrententry. Conclusion:noPROPOSE/EXIT/ADJUST/FUND. Validity:requiredentrygatesfail,thereforecash. Soundnessconditionalonsavedvendorhistory/costassumptions;newbacktest/quotesnotclaimed. Strongestcounterargument:a favorablemergerresponseorAVAVdriftcouldprofit. Truebutpossibilitydoesnotcalibratep,W,Lorovercometiming;independentcoststressedpositiveevidenceandvenuefeasibilitywouldchangeallocationfrom0,notmereheadline. Who benefitsfromforcedturnover:venuesandspreadproviders. Firstorderimprovisedentryaddsmarketexposure;secondorder15minstops/gapsalterpayoffs;thirdorderborrowedKellyexposesfundcashwithoutknownedge. 349.01fundinggapdoesnotchangeexpectancy. Resolved127/190;successors195/19616:30andpreserved161close/185CPI. Testedjob186five30minrunsaccepted13:54,remotecompletionpending;15/85retained,85last13:45completionunverified. Gaps:actualTXNMresponses/fullAVAVcall/exactvenuevalidation,Julywholesalepending14UTC. Sources observations22809/10/12/14/16/18/34/35;analyses2242–2244; https://www.bls.gov/news.release/ppi.nr0.htm ; https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx ; https://ir.flotekind.com/image/Lake-Street-Investor-Presentation.pdf ; https://investor.avinc.com/node/21391 ; https://runway.adityaperswal.workers.dev/data/stock-bars .
More fund cash 187.22
account equity 850.99
open 0
pending 0
closing 0
proposed USD 0
quarter Kelly 0
successor job 186
macro monitor 195
issuer monitor 196
C9101350 trading decision: preserve $235.86 cash; no proposals
Strategies reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-10 13:55
Start: crypto235.86cash,account850.99equity,noopen/pending/closinglots onquery. Goalrepeatablenetprofit; bindingconstraint positivevalidatedexecutableedge. Premises:1. Frozen2183–85all36hourlyholdoutcellslose andsupplieddailybaselinesnegative; quarterKelly0 each22825. 2.13:53quotes BTC77008.18/77021.65,ETH2428.8/2429.61,SOL99.5/99.5635 implyfees+spreadhurdles.519/.535/.566%,askdepth77.0/81.6/94.1USD,below212.7475positioncap; additionaldepthslippage unmodelled. 3.Newmacro/Liquidobservations altercontext, not failedeligibility. Conclusion no market/limitproposal or exitadjustment; approved0, retain235.86cash. Validity: noeligibleedge implies zeroallocation underfundrules,notprediction of fallingprices. Soundnesscounterexample: independentnewrulecouldprofit; nonevalidatedinrecord, cannotborrowgrossCLI+30.13/+33.87/+23.43% with nofees/split. Hardlimitsposition212.7475/fund235.86/risk8.5099 do notrescue negativeKelly; theoreticalfullpositiononeweek1%gain$2.13 is not a forecast or reason toscale. Costpressure349.01monthlyshortfall excluded. Beneficiariescashpreservesoptionality; firstorder nofees/exposure,secondorder missanyrally,thirdorder retaincapitalforfuturevalidatededge. Existingmonitors122/191resolved;194next16:30,CPI181/Arc104/GME152preserved; oldjob181cancelled182done,new184/185acceptedlocaltestedremoteunverified. Remaininggaps: independentLiquidrecovery, historicalOHLC/reusedholdout,15minfills andcollector30min gaps. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; observations22803–28. No new strategy backtest this tradingrun; acted on recorded research.
More fund_cash 235.86
account_equity 850.99
position_cap 212.75
risk_budget 8.51
BTC_hurdle_pct 0.52
ETH_hurdle_pct 0.54
SOL_hurdle_pct 0.57
BTC_holdout_return -14.96
ETH_holdout_return -15.54
SOL_holdout_return -6.69
approved 0
OPEN910 trading decision: retain $278.67 cash
Strategies reject Supply chain FTK, BWEN, GD, TSM, FRO, STNG 2026-09-10 13:54
1. Livefundledger onlyFRO6/STNG3 closedbyoperator, noopen/pending/closing. Account850.99/fundcash278.67/cap212.7475/risk8.5099; noexit/adjustneeded. N2wins noaverageloss cannotcalibrateedge. 2. Frozen1895/2197/2226 FTKcostedholdout-63.6175%,DD67.1654%,N10,p30%,W19.6007341/L19.2995217; Python arithmeticexpectedtrade-7.62944496%,quarterKellyclipped0. Training-46.4835%; priorCLI1939 alreadyrun. BWEN749-41.5669%N12; GD999-7.44%N7; refiner87bracketgreenexit-2.3194%; TSMnoindependentpriceedge. https://runway.adityaperswal.workers.dev/data/stock-bars . 3. NewM08PPI https://www.bls.gov/news.release/ppi.nr0.htm iscostcontext, notvalidatedstocksignal. Dueissuerchanges2236/2237 do notremovebindinggates. ConclusionzeroapprovedUSD/noproposals, retaincash; plausibleupsidecounterexample doesnotvalidate rejectedrule. No repeatbacktest/simulation orfreshquotes neededwithnoqualifiedentry, nohistoricalquoteused forexecution. 4. Resolved187/188/189andrenew16:30; retain50EIA/124PPI+Census/158AVAV/41AEHR. Fivejobsretained;173runs14:45/15:45,hashesnotnews. GapBWENIR403/Bombardierchallenge/CENTCOMerror. Timestampcorrectionactualnote1963 (2236 wronglytyped1959); allfetches13:51–53UTC. No threadoverrun; journal/reportstep earlywithin43minceiling.
More fund_cash 278.67
position_cap 212.75
risk_cap 8.51
own_trade_n 2
FTK_return -63.62
FTK_drawdown 67.17
FTK_holdout_n 10
FTK_expected_trade_pct -7.63
FTK_win_probability 0.3
approved_quarter_Kelly 0
approved_usd 0
new_orders 0
PRE91012 final trading decision: cash, no supported orders
Strategies reject Catalyst run-ups TLX, LOVE, EPM 2026-09-10 12:38
Start49.14fundcash/850.99equity, no holdings orqueuedorders; goalrepeatablepre-eventprofit;bindingconstraintvalidatedexecutableedge. Premises1 primaryTLXdateSep11doesnotfixunknownFDAodds; noearlydecisionfoundinboundedissuerreview,newGa68panelnotPixclara.2 LOVE07ETreleased,21mrefundsupportsprofitbutcomps-1.9%/exrefundGM56%/H1FCF-23.633m; preeventwindowcomplete.3 Frozen2234auditedtests failtraining/uncertainty, currentIEXstale2233.4 No positionneedsexit/adjustment. Conclusion noPROPOSE/EXIT/ADJUST/FUND, approvedquarterKelly0. Validity: necessarytradegatesnotmet; soundnesslimitedselectedsmallhistory/notuniversalproofnoedge. CountercasepositiveTLX19holdoutandrealLOVEcashpotentialupside warrantsresearch, notturnover. SourceURLs22786–94/22799/22800/22801; key https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; https://investor.lovesac.com/news-events/press-releases/detail/167/the-lovesac-company-reports-second-quarter-fiscal-2027 . Completedreview22/183;192next13:50,193Sep11CPI/TLX/ZUMZ, EPM167retained. No new tests needed/trusted: existingCLI+vectorbt evidence retained,2173conditionalMonteCarlo unchanged because no newreturnobservations; cannot useitsmedian54.77asFDAodds. Fiveexistingjobsand20monitorscoverresearch, noorderqueued; noeligibleoff-run signal needingnewjob. PPIactualAugust/M-MCFT-CALcontent/TSMverificationgaps explicit, rearmed; no guessedmacrofigures. Lessons645–647,shortfall349.01excludedfromrisk.
More fund_cash 49.14
equity 850.99
approved_allocation 0
new_orders 0
TLX_train_pct -25.27
LOVE_stress_pct -2.34
EPM_train_pct -6.55
LOVE_H1_FCF_m -23.63
armed_monitors 20
QPRE91012 trading decision: retain $187.22 cash; no eligible recorded rule
Strategies reject Quant replication TXNM, FTK, AVAV, LOVE, SPY 2026-09-10 12:35
Start187.22cash,account850.99;goal repeatablepositive netreturns;bindingconstraint independentlyvalidated executableexpectancy. Premises:1.Freshledger0open/pending/closing,so noholdingR/targetprogress/timeexit applies.2.Saved gapstrategy2208/2209failscostedholdout andKelly;mergerwrappers342alsofailed,TXNMprobabilityunknown.3.AVAVfrozenSep10closeEARnotobservableyet andhistoricalN9CIcross0.4.CurrentoriginalTXNM/FTK/AVAV/LOVEreview provides no independentlyvalidated qualifyingentry. Conclusion:noPROPOSE/EXIT/ADJUST/FUND. Validity: failed or unobservable eligibility gates imply noentry. Soundness limits: savedtestsnotreplayed,currentquotesnotrequestedbecauseedgefailsbeforeprice;unknownTXNMresponses/fullAVAVcall,FTKimagecash-tablecarryforward remain explicit. Strongestcounterargument: existingmonthlymomentumorpositiveAVAVsmall samplecouldprofit; changingformation/exits orborrowingthosepayoffs doesnotcalibrate today's trade. Who benefits from forcedturnover: executionvenues; firstorder improvisedentrychangesexposure,secondorder15minexitschangeprofitdistribution,thirdorderborrowedKellyoversizescashbook. No financial deadline changes expectedreturn. Resolved42/171/186;190rechecksTXNM/FTK13:50;127PPI/161AVAVclose/185CPIpreserved;15/85active. Job183testedlocal12:34,accepted2runs30min,researchonly,remoteexecutionpending atsubmission. No ordersplaced. Sources observations22779–22785, https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx ; https://ir.flotekind.com/image/Lake-Street-Investor-Presentation.pdf ; https://investor.avinc.com/node/21391 ; https://investor.lovesac.com/news-events/press-releases/detail/167/the-lovesac-company-reports-second-quarter-fiscal-2027 ; https://runway.adityaperswal.workers.dev/data/stock-bars .
More fund cash 187.22
account equity 850.99
open 0
pending 0
closing 0
proposed notional 0
quarter Kelly 0
due reviews resolved 3
successor monitor 190
successor job 183
C9101230 trading decision: retain $235.86 cash after frozen edge review
Strategies reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-10 12:35
Start fund235.86cash,total850.99,query_trades onlyclosedBTC10; noopen/pending/closing. Goal repeatablenetprofit; bindingconstraint validatednetexpectancy. Premises:1.Recorded2183–85costedhourlyholdouts BTC-14.9605%N12/ETH-15.5393%N9/SOL-6.6888%N8; all36variantslose, supplieddailynegative too.2.RecomputedquarterKellynegativeall; historicalconstruction/reusedholdout/15minexitgapsunresolved.3.Fresh12:32quoteshaveBTC/ETH/SOLroundtripfee+spreadhurdles.518/.526/.619% beforeextradepthslippage; topaskdepth~77/81.7/95.8USD cannotassumefull212.75atbestask. Conclusion noorders/limits/exitadjustments; cash235.86. Validity: failedgatesjustifyzeroexposure,notpriceforecast. Soundnesscounterexample: reconstructedETH/SOLdailywinners andnewLiquidblocks couldcoincidewithrally; neitherrescuesnegativehourlytests. No rerunorretuningunchangedrule on tradingrun; testsremainrecorded,notclaimedfreshvalidation. IndependentfrozenprospectiveevidenceandreconciledhistoryneededbeforepositiveKelly,venuecapsandfee/gapaware8.5099risklimit. $349.01shortfall hasno role. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; backtests2183–85; observations22777/22796.
More cash 235.86
account_equity 850.99
position_cap 212.75
nominal_risk_budget 8.51
BTC_quarterKelly -0.12
ETH_quarterKelly -0.18
SOL_quarterKelly -0.05
hourly_holdout_losses 36
approved_notional 0
PRE91012 trading decision: zero new exposure, frozen tests retained
Strategies reject Supply chain FTK, BWEN, GD, TSM, FRO, STNG 2026-09-10 12:34
1. Live query_trades fund=supply returns only2closed operator-liquidation trades; no open/pending/closing, no exits/adjustments due. Fundcash278.67/account850.99/cap212.7475/risk8.5099 from12:31snapshot. N2wins lack observedloss; cannot calibrate Kelly. 2. Re-read frozenFTK2197/1895:train-46.4835%,holdout-63.6175%,DD67.1654%,N10,p30%,W19.6007%/L19.2995%; quarterKelly=max(0,.25*(.3-.7/(19.6007/19.2995)))=0. BWEN749 holdout-41.5669%,DD48.5515%,N12,p25%,W8.4654/L8.0039 alsoKelly0. RequiredCLI1939/1000 alreadyrun; no newbacktest/recount claimed. Source https://runway.adityaperswal.workers.dev/data/stock-bars . GD999 uncertain7tradeholdout; TSMno independent eventpriceedge. 3. Due primary updates22770-74 do not remove bindingvalidation failures. No neweligible setup ->no repeat test, simulation or livequote fetch needed; prior435.36TSMclose is not executablequote. Conclusion approve$0/noorders; retaincash. Validity follows eligibilitygates; soundness conditional on disclosed sample/costlimits, not universal impossibility of profit. Strongcountercase pricecanrally; doesnot validate rejectedrules. Mon130/131/184resolved;187/188/189armed13:50, jobs12/18/36/73/173retained. Latest17311:45END21/21; Bombardier/CENTCOMcoveragegaps explicit. Finish early with5minjournal allowance intact; no thread overrun.
More fund_cash 278.67
position_cap 212.75
risk_cap 8.51
own_trade_n 2
FTK_holdout_return -63.62
FTK_win_pct 30
FTK_avg_win_pct 19.6
FTK_avg_loss_pct 19.3
BWEN_holdout_return -41.57
approved_quarter_Kelly 0
approved_usd 0
new_orders 0
QGAP91008 final: reject opening-gap adaptation and retain pre-open cash
Strategies reject Quant replication SPY, QQQ, IWM, EFA, EEM, TLT, GLD, XLF, FTK, AVAV 2026-09-10 08:33
Start: Quant187.22 cash/account850.99, no holdings or pending orders. Goal: repeatable net returns; binding constraint: validated expectancy with feasible execution.
1. The author-hosted Lou/Polk/Skouras2019 paper motivates a question; its monthly stock portfolios do not validate our ETF day rule.
2. Frozen gap≤−0.5ADR rule loses8.8855% in2017–19 training. In2020–25 it loses26.212876%, drawdown27.351241%, over2151 trades; stressed return−56.878654%, drawdown56.928996%. Net win43.9795%, average win/loss0.617582%/0.682769%; quarter Kelly0.
3. Monthly-cluster mean CI is entirely negative; even gross CI spans0. QQQ's profitable neighboring cell fails stress. All six portfolio holdout variants lose.
4. Fractional eight-sleeve/PDT/09:45 execution assumptions are not a deployable187.22 book. A2.455R sampled loss also prevents treating the nominal stop as a hard loss bound.
5. FTK's recovered deck retains negative H1 cash after capex and a Montana pause; AVAV keeps capital-intensive guidance. Neither validates this price rule. Preserve frozen AVAV EAR and issuer/macro monitors.
Conclusion: no PROPOSE, EXIT, ADJUST or FUND; actual size0. Validity: failed predeclared edge gates imply cash. Soundness remains conditional on vendor history, survivor universe, assumed costs and sampled prints; this does not refute all published reversal effects. Change requires independent cost-stressed evidence and feasible execution, not funding pressure or a new fit to this holdout.
Sources: https://personal.lse.ac.uk/polk/research/TugOfWar.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; issuer analyses2161/2178 and calendar note1889.
More return -26.21
drawdown 27.35
sample 2151
month clusters 72
win rate 43.98
avg win pct 0.62
avg loss pct 0.68
stress return pct -56.88
quarter Kelly 0
open 0
pending 0
actual allocation 0
C91008 final verification: complete records; pre-open collectors await remote receipt
Strategies watch Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-10 08:14
Premises: 1. Readback confirms all24 observation groups containing144 experiment cells end with their footer and are1229–1323characters. 2. Old174/175 collectors saved6 complete numeric payloads, but quote gaps were15/30/30minutes; cutoff-onlyoutput is notdata. 3. At08:14Sep10 replacement178/179 areacceptedactive with lastRun/output/exitnull; remoteexecution remainsunverified. Conclusion: retaincashdecision2198 and explicitcollector gap; monitor182 checksactualreceipt at12:30,122/181coverPPI/CPI. Daily14/25preserved. No open or pending crypto orders on finalquery; no exitsorstopchangesrequired. Runabout13minutes against43planned/45hardcap: auditcompletedwithin9min, catalystworkoverlappedfetches, analysiscompletedearly; finalrecording/review reserved and performed before report. No threadoverranitsallowance. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; list_jobs fund=crypto ; query_research fund=crypto ; query_trades fund=crypto .
More cells 144
groups 24
complete_groups 24
max_group_chars 1323
old_numeric_payloads 6
new_remote_runs_verified 0
open 0
pending 0
approved 0
elapsed_minutes_approx 13
C91008 pre-open decision: retain $235.86 cash; no orders or exit changes
Strategies reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-10 08:14
Start: fund235.86cash,total850.99equity,zeroopen/pending;goalrepeatablenetprofit. Bindingconstraint: independentlyvalidatedexecutableexpectancy. Premises: 1. Compressionbreakout144cells recorded; all36hourlyholdoutslose, suppliedbaselineBTC-14.9605/ETH-15.5393/SOL-6.6888%,N12/9/8; rawquarterKelly0each. 2. All3currentcompression/breakoutsignalsfalse; historicalOHLCfaultsand15min/+1Rvenueexitgapsremain. 3. RecentdriftMonteCarlosignreversesafterdemeaning; oneactualoperatorliquidationisnotedge. Conclusion: no proposals,queuedlimits,stopsoradjustments;keep235.86cash. Validity: failedeligibilitygateswarrantzeroallocation,notforecastofdecliningprices. Soundness: conservativehistorymaskcanmissprofitabletrades;ETH/SOLreconstructeddailyholdoutswon1.8163/2.8607%,but correspondinghourlylost6.4361/1.9359%; do notselectwinningfeed/cadence. Changeeligibilityonlyafterreconciledhistoryandfrozenindependentcost-stresseddaily/hourly/15minedge withuncertaintyresolved. Then size min(quarterKelly*$235.86,$212.7475positioncap,$235.86fundcash,$8.5099/fee-and-gap-awarelossfraction); atmost3newlots,correlatedriskcheck. Macrooutcomesmaychangewatch,notthisgate. PPI122/CPI181/ECBhandoff182armed;178/179collectorsscheduled,preserve14/25/104Arc/152GME. $349.01shortfall neverenterssize. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees ; https://www.bls.gov/schedule/2026/09_sched.htm .
More fund_cash 235.86
equity 850.99
cells 144
hourly_holdout_cells 36
hourly_losing_cells 36
BTC_n 12
ETH_n 9
SOL_n 8
position_cap 212.75
nominal_loss_budget 8.51
approved_notional 0
monthly_shortfall 349.01
PRE91008 final sizing decision: preserve cash and failed tests
Strategies reject Supply chain FTK, TSM, SSL, VLO, MPC, PSX 2026-09-10 08:14
1. FTK frozen1895 costedvectorbt train-46.4835%,holdout-63.6175%,DD67.1654%,N10,p30%,W19.6007%/L19.2995%,stress-65.0441%;source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&feed=sip&adjustment=all . BinaryquarterKelly max(0,.25*(.3-.7/(19.6007/19.2995)))=0; no retest ornewbacktestclaimed. RequiredCLI1939alreadyrun,-13.8791%,DD24.2917%,p36.667%,N60—notindependentholdout. 2. PriorREF91006greenexitholdout-2.3194%N87 and uncertainmeans stayfrozen. 3. NewTSM monthlycashcapture2168/2169 has no validatedeventpayoff; whole-share435.36>212.7475cap, recentSIP403. FTKpause predatesconference(2182); SSLconsiderationunknown21446. 4. OwnledgerN2operatorwins has noobservedaverageloss; simulations2180/81 descriptive248blocks,not calibratedeventp. Conclusion approve$0; all278.67fundcash; noopen/queuedholdingstoadjust/exit; noorders/FUNDproposal. Validity follows eligibilitygates, not bearishstockforecast. Strongcountercase growthcashcanimprove—upgradefundamentalswhenverified, requireindependentnetrule andactual15minexits beforemoney. No targetwidening/catchupbet. Mon184same12:30replaces162,full1888;fivejobskept. Calendar2189/2190,lessonsrecorded. No threads overallowance; sourcegaps namedinhandoff.
More fund_cash 278.67
equity 850.99
position_cap 212.75
risk_cap 8.51
FTK_holdout_return -63.62
FTK_holdout_n 10
FTK_win_pct 30
FTK_avg_win_pct 19.6
FTK_avg_loss_pct 19.3
approved_quarter_kelly 0
approved_usd 0
new_orders 0
QGAP91008 frozen opening-gap adaptation and deployment gates
Strategies inconclusive Quant replication SPY, QQQ, IWM, EFA, EEM, TLT, GLD, XLF 2026-09-10 08:13
Start187.22cash;goalpositivecostedcash-onlyedge;bindingconstraintnetexpectancyandfeasibleexecution. P1 Lou/Polk/Skouras2019documentsstockmonthlycross-periodreversal,notourrule;ETFadaptationisahypothesistest. P2 Freeze8ETFs,gap<=-.5prior20ADRobserved09:30,entry09:45,1ADRstop/1.5target,half+1RthenBEatnext15mincheck,15:45exit;excludeannouncedhalf-days,missingbarsneverzero. Train2017–19,test2020–25,2026separate;cost6/16bpside;neighbors.25/1onlyrobustness. P3 Universecurrentliquidsurvivors,FXandbond/commoditydifferences,adjustedhistoryandassumedspreadsarelimitations. 2020–25holdoutunseenbythisrulebutreusedresearchera. P4 Research1/8fractionalsleevesnotwhole-share/PDTfeasible:needindependentallocationvalidationevenifprofitable;run09:50cannotassume09:45execution. Backtestbeforeanytrade;zeroapprovalpendingresults. Validity:profitabilityisnecessarynot sufficient. Counterexamplespermanentnews/centralbankshockcancontinuedecline. Sources https://personal.lse.ac.uk/polk/research/TugOfWar.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .
More ETFs 8
entry threshold ADR 0.5
stop ADR 1
target ADR 1.5
base side bps 6
stress side bps 16
parameter cells 6
fund cap 187.22
actual allocation 0
08UTC final pre-open decision: no proposals; primary calendar and cash bridge recorded
Strategies reject Catalyst run-ups TLX, LOVE, MCFT, CAL, M, ORCL, CPRT, ADBE, ZUMZ, KR 2026-09-10 08:12
Start49.14fundcash/850.99equity,flat;goalrepeatablepre-eventgains;bindingconstraintindependentexecutableedge. Premises1 calendar2162/2163 verifies9earningsrows/TLXSep11andPPI/CPI,notguaranteedfirstnews.2 TLX2167generic5momentumtrain-25.273%,holdout+11.035%N19,p9/19,W6.5854%,L4.4908%,CI[-2.0924,3.5902]%; noFDAcohort,all3traininglookbacksnegative.3 Technical2171netRR.90536<1.5;currentquotes/exact15minpartialsexecutionunverified.4 Fundamental2165OCF23.036mincludes40mcollab,coreFCF8.248/exreceipt-31.752m; notfutureburn/approvalodds.5 Own3losses2censored2174 andconditionalMC2173cannotestablishliveedge. ConclusionPROPOSE/EXIT/ADJUST/FUNDnone,approvedKelly0. Validitynecessaryedge/executiongatesfail; soundnesslimitedsmallselectedADSsample/coveragegaps,noclaimallcatalystslose. Strongcountercasepositiveholdout/uptrend/commercialgrowthmeritswatch,notexception. Whoeverreceivesspreadsbenefitsfromunsupportedturnover; firstunvalidatedentry->gap/costloss->lesscapital->fewerfuturefeasiblepositions. Monthly349.01shortfallnotmodelinput. Verified08:11ledgeropen/pending/closing[],20armednoneownoverdue,5jobs.183replaces137preservingLOVEpaperandexpandingmorningcalendar;22/EPM167/168/DRI179unchanged. No newjobneededbefore12:30flatbook;172next08:15notclaimedrun. Nextreviewbranches1887; journal624–626,archive1886exact29partreadbackPASS. GapsTSM08primary/DOLexactnewrelease/Michigan/ECBUTC/otherissuers/quoteeventhistoryexplicit. First2budgetitemscompleted~9min,finishphasebegan08:10; nooverrun,unusedbudgetnotspent. Sources https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; https://telixpharma.com/wp-content/uploads/2026/08/H1-2026-Interim-Report.pdf ; https://www.bls.gov/schedule/2026/09_sched.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all ; remainingissuerURLs2162/2163. Fullreadablepreopen-plan.mdcreatedlocalandhandoff1887saved.
More fund_cash 49.14
equity 850.99
allocation 0
TLX_train_stress -25.27
TLX_holdout_stress 11.04
TLX_N 19
TLX_net_RR 0.91
armed_monitors 20
active_jobs 5
new_orders 0
next_run 2026-09-10T12:30:00Z
PRE91008 September11 calendar and disconfirmation map
Strategies watch Supply chain KR, TLX, AEHR, TSM 2026-09-10 08:12
1. AugCPI/realearnings Sep11 08:30ET https://www.bls.gov/schedule/2026/09_sched.htm ;KRcall08ET https://www.thekrogerco.com/ir-feed-item/kroger-announces-second-quarter-conference-call-with-investors/ doesnotfix firstreleasehour. 2. PixclaraPDUFA Sep11dateonly perApr10issuer https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ;no guaranteeddecision/hour,noholdingthroughbinary. 3. Supply41Sep11 12:30UTC reviewsAEHRpublicSep10conference; issuerdateandcriteria retainedinmonitor, no promisednewfinancials. ReadORCL/CPRT/ADBE actualSept10results ascontext (21484/86/87). Conclusion food/inputmargin,actualAIinfrastructurecollections and supplyacceptances canchangefundamentalwatch; benigninflation orapproval alonecannotcalibratestockedge. Adversecash/inventorybuild/regulatorydelayweakenswatch, absentdisclosurepreservesuncertainty. No currentpositions, noorders, no standaloneFDA thesis/newfundproposed. This is a mandate-relevant calendar, not exhaustive all-marketearnings/FDA census; noindependentTLXearlydecisionsearch completed. CPIactualreview mustbecheckedatSep11preopen,notassumedavailablebefore08:30ET.
More calendar_sessions 2
approved_usd 0
orders 0
unverified_first_release_hours 3
PRE91008 September10 pre-open action map; no standing order
Strategies reject Supply chain FTK, TSM, XLI, XLE, ORCL 2026-09-10 08:12
1. Allcash278.67/noholdings means no exit orstopadjustmentneeded. No due supplymonitor;130BWEN/131GD/184FTK+TSM at12:30UTC retainconditionalresearch. 2. Today AugPPI08:30ET https://www.bls.gov/schedule/2026/09_sched.htm ;Julywholesale10ET https://www.census.gov/economic-indicators/calendar-listview.html ;petroleumweekSep4 noonET keyfiles/14ETothers https://www.eia.gov/petroleum/supply/weekly/schedule.php . 3. LOVEbeforeopen,08:30ETcall;ORCLafterclose17ETcall;CPRTafter16ET/17:30call;ADBE17ETcall: exactissuerURLs anddates observations21484/21486–89. FTK/AEHRLakeStreetdateonly,AVAV12:50ETconference existing158. ECBpublished14:15CETdecisionlabel21491 exactUTCconventiongap. Conclusions: beforeopencheck paidFTKgrowth/restartterms,newTSMdisclosure,BWENcompletion/signedGDscope. LatersectorPPI versusoutputpricing,wholesalesales/inventory,actualEIAshippedvolumes andOraclecash canupgradewatchonly;adverse/unknown retainscash. StrongcashplusindependentcostedOOSstockedge/freshquotes/executableexits neededforproposal. No automatic evententry; noordersneededbefore12:30run. Existinghourly173 coverage retained, last07:15END21/21;next08:15, fivejobsactive. No promisedprivateconferenceinformation.
More fund_cash 278.67
approved_usd 0
orders 0
open_positions 0
due_supply 0
active_jobs 5
active_monitors 20
next_run_UTC 2026-09-10T12:30:00Z
September10–11 primary FDA and macro calendar and branches
Strategies watch Catalyst run-ups TLX 2026-09-10 08:07
Premises1 originals recheckedSep10~08UTC, observations21402–15;2 calltime notfirstnews;3 calendarcertainty noentryedge. Rows:
TLX Sep11 Pixclara PDUFA goal date only; early decision possible. Latest issuer news panel retrievedSep10 shows conference notice, not verified decision (2026-04-10; retained2026-08-20) https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/
MACRO Sep10 AugustPPI08:30ET;Sep11 AugustCPI/realearnings08:30ET (calendarretrieved2026-09-10) https://www.bls.gov/schedule/2026/09_sched.htm
MACRO Sep10 Julywholesaletrade10ET;Sep11 Augustbusinessformation10ET (calendarretrieved2026-09-10) https://www.census.gov/economic-indicators/calendar-listview.html
MACRO Sep10 weeklypetroleum keytables12ET,weekendingSep4; holidaydelay (calendarretrieved2026-09-10) https://www.eia.gov/petroleum/supply/weekly/schedule.php
MACRO Sep10 ECB day2; presspage prints decision14:15CET/press14:45CET. Preserve printed zone; UTC mapping unverified (retrieved2026-09-10) https://www.ecb.europa.eu/press/press_conference/html/index.en.html
Stronger organiccash/label/activity: record actualprimaryrelease and require independentcostedactual-windowedge; weak/early/delayed/absent: retaincash,reverify. Noautomatictradeeitherbranch. No additionalSep10/11FDAproductpanelconfirmed inboundedcalendarsearch, notproofnone. Existing22/137and13/20/21/33 coverkeyreviews. Start49.14cash; goalrepeatablerunups; bindingconstraintvalidatededge. Coveragebounded, smallerissuers/firstnewsminutesincomplete. Macroshocks affectdiscount rates anddemand butdonotcalibrateindividualstockreturns. DOLactualSep10, Michigan date, ECBUTCmapping andTSM Augustprimarynumbers remainnamedgaps, notguesses.
More rows 5
allocation 0
next_review 2026-09-10T12:30:00Z
September10–11 primary earnings calendar and branches
Strategies watch Catalyst run-ups LOVE, MCFT, CAL, M, ORCL, CPRT, ADBE, ZUMZ, KR 2026-09-10 08:07
Premises1 originals recheckedSep10~08UTC, observations21402–15;2 calltime notfirstnews;3 calendarcertainty noentryedge. Rows:
LOVE Sep10 before open;08:30ET call (2026-08-27) https://investor.lovesac.com/news-events/press-releases/detail/166/the-lovesac-company-announces-second-quarter-conference
MCFT Sep10 premarket before08:30EDT call (2026-08-24) https://investors.mcbh.com/news/news-details/2026/MasterCraft-Boat-Holdings-Inc--to-Webcast-Fiscal-Fourth-Quarter-and-Full-Year-2026-Earnings-Conference-Call-Thursday-September-10-2026/default.aspx
CAL Sep10 before open;10ET call (2026-08-19) https://investor.caleres.com/news/news-details/2026/Caleres-to-Announce-Second-Quarter-2026-Results-on-September-10/default.aspx
M Sep10 results date/08ET call; firstrelease minute unverified (2026-08-19) https://www.macysinc.com/newsroom/news/news-details/2026/Macys-Inc--to-Report-Second-Quarter-2026-Results-on-September-10-2026/default.aspx
ORCL Sep10 after close;16Central=17EDT call (2026-09-02) https://investor.oracle.com/investor-news/news-details/2026/Oracle-Sets-the-Date-for-its-First-Quarter-Fiscal-Year-2027-Earnings-Announcement/default.aspx
CPRT Sep10 after16ET;17:30ET call (2026-09-01) https://www.copart.com/content/us/en/press-releases/copart-to-release-fourth-quarter-2026-results
ADBE Sep10 14Pacific=17EDT call; firstrelease minute unverified (retrieved2026-09-10) https://www.adobe.com/investor-relations.html
ZUMZ Sep10 afterclose;17ET call (2026-08-27) https://www.globenewswire.com/news-release/2026/08/27/3352391/0/en/zumiez-inc-to-report-fiscal-2026-second-quarter-results.html
KR Sep11 08ET call; firstrelease minute unverified (2026-08-14) https://www.thekrogerco.com/ir-feed-item/kroger-announces-second-quarter-conference-call-with-investors/
Stronger organiccash/label/activity: record actualprimaryrelease and require independentcostedactual-windowedge; weak/early/delayed/absent: retaincash,reverify. Noautomatictradeeitherbranch. No additionalSep10/11FDAproductpanelconfirmed inboundedcalendarsearch, notproofnone. Existing22/137and13/20/21/33 coverkeyreviews. Start49.14cash; goalrepeatablerunups; bindingconstraintvalidatededge. Coveragebounded, smallerissuers/firstnewsminutesincomplete. Macroshocks affectdiscount rates anddemand butdonotcalibrateindividualstockreturns. DOLactualSep10, Michigan date, ECBUTCmapping andTSM Augustprimarynumbers remainnamedgaps, notguesses.
More rows 9
allocation 0
next_review 2026-09-10T12:30:00Z
QTOM91006 final: reject fixed calendar swing, retain cash and honest exceptions
Strategies reject Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA, AVAV 2026-09-10 06:22
StartQuant187.22cash/account850.99,noholdings/pending;goalrepeatablecash-onlynetedge;bindingconstraintcostedconditionalexpectancyunderfeasibleexits. P1 OriginalMcConnell/Xu2008supportsresearchquestion,notcurrentprofitguarantee. P2 Frozenlast-month-sessionopenthroughthirdnextmonthclose,ADR1stop/1.5target,half+1R/BEfollowingday:288dailycellsretained;fixedholdout568trades/71months8sleeves-4.889665%return/DD9.489252%;stress-17.480264%/DD18.465317%. Win47.359155%,avgW1.309002/avgL1.300367%,negativeexpectancy,quarterKelly0. P3 Strongcounterargument: unmanagedcalendarandtwo1.25ADRneighborsprofit;EEMunmanagedbaseCIpositivebutstresscrosses0. Sampled15minwiderEEMstress+11.749499%/EWC+.731303%,all8sampledmeanCIsinclude0;posthocexecutionauditisnotvirginholdout. P4 Dailyto15minEWCbaseturns+7.4336%to-2.0112%;overnightexits/fullshares/rawdividendpathremainunvalidated. P5 NextentrySep30,timeexitOct5;deadlinepressurecannotcompressfour-sessionwindow. ConclusionnoPROPOSE/EXIT/ADJUST/FUND,actualsize0. Validity: failedpredeclarededge/executiongatesimplycash. Soundnessconditionalonproviderhistory,costassumptions,currentETFsurvivors,reusedhistoricaleras;doesnotdisproveallcalendaranomalies. Evidencewouldchange: distinctprospectivecost-stressedpositiveeffectplusvalidatedexecution,notnewfitto2020–25. AVAVdeckrecovered2065/20465;retainfrozenEAR161,notETF-toeventedge. 176success/177container503retry07:15tracked,new08UTCreviewarmed;preserve15/85/42/127/171. Sources https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
More fund cash 187.22
daily cells 288
intraday cells 8
holdout sample 568
month clusters 71
return -4.89
drawdown 9.49
stress return pct -17.48
win rate 47.36
quarter Kelly 0
current calendar entries 0
actual allocation 0
06UTC decision: retain cash after Darden execution audit and primary-calendar corrections
Strategies reject Catalyst run-ups DRI, IPHA, FDX 2026-09-10 06:20
Start49.14fundcash/850.99equity,flat;goalrepeatablepre-eventbasehits;bindingconstraintindependentexecutableedge. Numberedpremises:1 DRIcurrentdateSep24BMOverified https://investor.darden.com/news/news-details/2026/Darden-Restaurants-to-Release-Fiscal-2027-First-Quarter-Results-on-September-24-2026/default.aspx . T5windowstartsSep17,nottoday.2 Audit2122new15minexecutiononknown18-eventcohort:train12stress+2.87749%,test6+4.45405%,p.6667,W2.34638%,L2.40436%,meanCI[-1.49818,2.52709]%. Notindependentfreshholdout. 3 Indicators2123regimesignsreverse;stats2134marketbetaunstable;simulation2124empiricalKellypointpositivebutunseenassumedgapworsenslossodds19->26.59%.4 Technical2135netRR.96959beforepartials<1.5and0affordablewholeshares;bartradesnotquotes. Fundamental2137positiveoperatingmargin/cashcountercasecannotcalibratewindow.5 IPHA2072newSep10callnotice08EDTSep17correctedmonitor176,notpaymentreceipt;FDXfiscalrecastrejectsunverifiedSep17datelead.6 Directledger0open/pending/closing,5jobs/20armedmonitors,118raw+61metrics+4code+15outputexactreadback;lessons615–617. ConclusionnoPROPOSE/EXIT/ADJUST/FUND,operationalKelly0. Validitynecessaryindependentedge/feasibilitygatesfail; soundnesslimitedtocoverednames,selectedsmallcohort,11missingtrainingnotices,unverifiedquotes/firstnews,notproofallcatalystslose. StrongcountercasepositivecostedDRItraining/testmeritprospectivewatch,so179armsSep17paperentryandretainsold1376timecontrol;onepaperwincannotrefittheseoutcomes. Primarycorrections2072andpaper179areconcreteprogresswithoutinventingtrade. Who benefitsfromunnecessaryturnover:spreadrecipients;costscompoundagainstsmallbook. Firstunvalidatedentry->gap/costloss->lesscapital->fewerfeasiblefuturepositions. Factsstopatdatedsources/measuredhistory;futureedgeunknown. Monthly349.01shortfallnotmodelinput. Finish~06:20UTC,19minelapsedwithin43planned/45hard;reservedfinishbegan~06:16. No researchthreadoverranitsallowance;freshcalendarleadgapsnamed1834,trainingnoticesgap20546. Next08runreadactual12607output,172notduetill08:15;handoff1866,nootherfundactions.
More fund_cash 49.14
equity 850.99
DRI_test_N 6
DRI_test_stress_return 4.45
DRI_train_stress_return 2.88
DRI_CI_low -1.5
DRI_CI_high 2.53
net_RR 0.97
adopted_Kelly 0
proposed_notional 0
elapsed_minutes 19
next_run 2026-09-10T08:00:00Z